Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems

by Harold J. Kushner

Book Overview

The book deals with several closely related topics concerning approxima- tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0817634371
• ISBN13: 9780817634377
• Release Date: May 1990
• Publisher: Birkhauser
• Length: 234 Pages
• Weight: 1.20 lbs.
• Dimensions: 0.8" x 6.0" x 9.0"